You should be able to program your key from the instructions in the owners manual. That little book has a lot of useful information. Some of us never bother to read them. I've still got owners manuals wrapped in plastic from cars I don't even own anymore.
You can program things like having the doors lock automatically as you're driving off. My favorite on all Ford vehicles I've driven is being able to turn off that seat belt chime. Sometimes, a guy just wants to drive around without a seat belt.